Anic Equity¶

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Total return since start: 0.551 %¶

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Equity now: -----------------------------> 47385.87 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45990.89 Kr¶

PnL: ---------------------------------------> -897.68 Kr¶

DD now: ---------------------------------> -2.558 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 11:30:29.802765'

Anic Portfolio¶

Today¶

Return: -0.102 %¶

This Week¶

Return: -1.1 %¶

Total¶

Return: 55.129 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.250000 2782.500000 146.500000 5.560000 2636.000010
HMS Networks 2 15.730000 800.400000 127.400000 18.930000 673.000000
FM Mattsson Mora Group B 50 1.330000 3050.000000 123.000000 4.200000 2927.000000
SAAB B 8 1.080000 3444.800000 67.800000 2.010000 3377.000000
MedCap 2 0.220000 462.000000 41.000000 9.740000 421.000000
Intrum 4 6.680000 565.600000 38.600000 7.320000 527.000000
Samhällsbyggnadsbo. i Norden B 20 -0.330000 390.700000 35.700000 10.060000 355.000000
AcadeMedia 12 -0.610000 582.000000 25.000000 4.490000 557.000004
Resurs Holding 22 -0.800000 597.080000 23.080000 4.020000 573.999998
Corem Property Group B 59 -2.870000 599.440000 22.440000 3.890000 576.999999
Boozt 12 0.290000 1672.800000 18.800000 1.140000 1653.999996
Eastnine 4 0.800000 506.400000 15.400000 3.140000 491.000000
Norva24 Group 16 1.870000 556.480000 13.480000 2.480000 543.000000
Swedbank A 3 -0.980000 574.050000 10.050000 1.780000 564.000000
OEM International B 7 -0.650000 534.100000 6.100000 1.160000 527.999997
Coor Service Management Hold. 8 0.520000 538.000000 6.000000 1.130000 532.000000
Securitas B 6 -0.500000 575.880000 5.880000 1.030000 570.000000
Karnov Group 9 -0.330000 539.100000 3.100000 0.580000 536.000004
Fastighetsbolag. Emilshus Pref 21 -1.820000 564.900000 2.900000 0.520000 562.000005
Creaspac SPAC 6 0.210000 578.400000 1.400000 0.240000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -0.290000 246.960000 0.960000 0.390000 246.000000
Nordea Bank Abp 29 -0.500000 3451.580000 -2.420000 -0.070000 3453.999992
CTEK 13 -0.470000 526.630000 -7.370000 -1.380000 533.999999
Handelsbanken A 5 -0.970000 534.500000 -11.500000 -2.110000 546.000000
Midsona B 63 1.800000 571.410000 -11.590000 -1.990000 582.999984
Essity B 2 -3.610000 539.000000 -35.000000 -6.100000 574.000000
Beijer Electronics Group 26 -6.620000 2932.800000 -38.200000 -1.290000 2971.000006
International Petroleum Corp. 5 -0.450000 550.000000 -44.570000 -7.500000 594.565215
Vivesto 1368 2.210000 545.280000 -67.720000 -11.050000 612.999432
Essity A 4 -3.400000 1080.000000 -69.000000 -6.010000 1149.000000
Sampo Oyj SDB 7 -1.280000 3766.000000 -84.000000 -2.180000 3850.000000
Fasadgruppen Group 35 0.960000 3668.000000 -143.000000 -3.750000 3810.999990
OX2 18 0.380000 1408.500000 -255.500000 -15.350000 1663.999992
Axfood 13 -2.730000 3478.800000 -277.200000 -7.380000 3756.000001
Ovzon 52 0.560000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 45990.890000 -897.680000 -2.55814% 46888.564618

Updated:¶

'2023-01-26 11:30:42.754001'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶